Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52348.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45983.83 Kr¶

PnL: ---------------------------------------> -738.77 Kr¶

DD now: ---------------------------------> -1.452 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 14:25:29.618415'

Anic Portfolio¶

Today¶

Return: -0.361 %¶

This Week¶

Return: -1.352 %¶

Total portfolio value¶

Return including deposits: 71.377 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.450000 666.400000 27.400000 4.290000 638.999984
NCC A 6 1.700000 609.000000 10.000000 1.670000 598.999998
NCC B 7 2.220000 659.400000 5.400000 0.830000 653.999997
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
SynAct Pharma 9 -0.280000 643.500000 -1.500000 -0.230000 645.000003
Addnode Group B 6 -0.400000 747.000000 -3.000000 -0.400000 750.000000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Sdiptech B 3 0.960000 817.800000 -4.200000 -0.510000 822.000000
Latour B 2 -0.130000 444.800000 -4.200000 -0.940000 449.000000
Addtech B 3 -0.340000 694.800000 -5.200000 -0.740000 699.999999
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Investor B 3 -1.050000 648.600000 -6.900000 -1.050000 655.500000
Biotage 4 -1.390000 595.600000 -7.400000 -1.230000 603.000000
Embracer Group B 26 0.120000 650.910000 -11.090000 -1.680000 661.999988
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Indutrade 5 -0.840000 1302.000000 -18.000000 -1.360000 1320.000000
Fortnox 10 -0.760000 650.000000 -18.000000 -2.690000 668.000000
Lime Technologies 2 2.390000 558.000000 -35.000000 -5.900000 593.000000
Vitrolife 3 -1.840000 641.400000 -35.600000 -5.260000 677.000001
Volati 5 -0.560000 537.000000 -37.000000 -6.450000 574.000000
Xvivo Perfusion 3 -2.550000 802.500000 -42.500000 -5.030000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Creades A 7 -8.230000 562.100000 -48.900000 -8.000000 610.999998
Ambea 68 -0.920000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 -1.050000 3467.200000 -77.800000 -2.190000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.370000 3800.000000 -116.000000 -2.960000 3916.000000
Gaming Innovation Group 161 -2.530000 4033.050000 -154.950000 -3.700000 4187.999942
Bactiguard Holding B 37 -7.860000 2775.000000 -185.000000 -6.250000 2960.000000
TOTAL 45983.830000 -738.770000 -1.45225% 46722.599938

Updated:¶

'2023-06-09 14:25:47.189987'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶